FTSE 100 Index Future June 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 6,378.0 6,425.0 47.0 0.7% 6,246.0
High 6,443.0 6,442.5 -0.5 0.0% 6,425.0
Low 6,372.5 6,369.0 -3.5 -0.1% 6,200.0
Close 6,413.0 6,383.5 -29.5 -0.5% 6,376.0
Range 70.5 73.5 3.0 4.3% 225.0
ATR 75.2 75.1 -0.1 -0.2% 0.0
Volume 98,421 45,193 -53,228 -54.1% 455,543
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 6,619.0 6,574.5 6,424.0
R3 6,545.5 6,501.0 6,403.5
R2 6,472.0 6,472.0 6,397.0
R1 6,427.5 6,427.5 6,390.0 6,413.0
PP 6,398.5 6,398.5 6,398.5 6,391.0
S1 6,354.0 6,354.0 6,377.0 6,339.5
S2 6,325.0 6,325.0 6,370.0
S3 6,251.5 6,280.5 6,363.5
S4 6,178.0 6,207.0 6,343.0
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 7,008.5 6,917.5 6,500.0
R3 6,783.5 6,692.5 6,438.0
R2 6,558.5 6,558.5 6,417.0
R1 6,467.5 6,467.5 6,396.5 6,513.0
PP 6,333.5 6,333.5 6,333.5 6,356.5
S1 6,242.5 6,242.5 6,355.5 6,288.0
S2 6,108.5 6,108.5 6,335.0
S3 5,883.5 6,017.5 6,314.0
S4 5,658.5 5,792.5 6,252.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,443.0 6,350.0 93.0 1.5% 58.0 0.9% 36% False False 76,152
10 6,443.0 6,173.5 269.5 4.2% 76.0 1.2% 78% False False 91,968
20 6,443.0 6,159.5 283.5 4.4% 77.0 1.2% 79% False False 94,293
40 6,481.5 6,159.5 322.0 5.0% 71.5 1.1% 70% False False 104,615
60 6,481.5 6,128.0 353.5 5.5% 65.5 1.0% 72% False False 70,118
80 6,481.5 5,944.0 537.5 8.4% 56.0 0.9% 82% False False 52,631
100 6,481.5 5,776.5 705.0 11.0% 47.5 0.7% 86% False False 42,110
120 6,481.5 5,492.5 989.0 15.5% 39.5 0.6% 90% False False 35,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,755.0
2.618 6,635.0
1.618 6,561.5
1.000 6,516.0
0.618 6,488.0
HIGH 6,442.5
0.618 6,414.5
0.500 6,406.0
0.382 6,397.0
LOW 6,369.0
0.618 6,323.5
1.000 6,295.5
1.618 6,250.0
2.618 6,176.5
4.250 6,056.5
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 6,406.0 6,399.0
PP 6,398.5 6,394.0
S1 6,391.0 6,388.5

These figures are updated between 7pm and 10pm EST after a trading day.

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